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Risk Analysis (MESIFI482125)

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We consider the game with two players, whose normal form has the following representation :

If Player 1 thinks that Player 2 will play Left, what move will he do ? Up or Down ?

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In the following graphs, we have presented the boxplots of samples of different random variables, Z1, Z2 and Z3. Which one has a Generalized Pareto Distribution as a law?

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In the following graphs, we have presented the boxplots of samples of different random variables, Z1, Z2 and Z3. Which one has a Generalized Pareto Distribution as a law?

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View this question

We consider the game with two players, whose normal form has the following representation :

If Player 1 thinks that Player 2 will play Left, what move will he do ? Up or Down ?

0%
100%
View this question

In the following graphs, we have presented the boxplots of samples of different random variables, Z1, Z2 and Z3. Which one has a Generalized Pareto Distribution as a law?

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0%
100%
View this question

We consider the game with two players, whose normal form has the following representation :

If Player 1 thinks that Player 2 will play Left, what move will he do ? Up or Down ?

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100%
View this question

Which of the variables Z1, Z2, Z3 of question 3 has an excess kurtosis of 7,74 ?

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Consider the copula , , let  and , be uniformly distributed random variables on the interval , whith copula C. Let , what is the formula for the probability : ?

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What is the TVaR at 99.5% of this law ?

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During the first course, we have given four classical examples of games. Which one was experimentally observed (i.e. without any psychological simulations in laboratories).

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